+1,474.6%
HWM vs CAH
+418.0%
+1,056.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | +7.3% | +3.5% | +3.8% | +5.7% |
| 30D | +1.6% | +13.5% | -11.9% | -4.1% |
| 3M | -21.9% | +21.8% | -43.7% | -28.5% |
| 6M | -19.0% | +51.5% | -70.6% | -33.0% |
| YTD | +7.9% | +38.1% | -30.1% | -7.8% |
| 1Y | +9.9% | +37.7% | -27.8% | -6.0% |
| 3Y | +342.1% | +179.6% | +162.5% | +163.1% |
| 5Y | +600.8% | +504.9% | +95.8% | +177.5% |
| All | +1,474.6% | +418.0% | +1,056.6% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling